+62.8%
PNR vs BRO
+294.2%
-231.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -6.0% | -7.3% | +1.3% | -1.9% |
| 30D | -14.0% | -6.9% | -7.1% | -10.5% |
| 3M | -21.7% | +10.7% | -32.4% | -26.5% |
| 6M | -37.3% | -2.7% | -34.6% | -36.9% |
| YTD | -45.1% | -16.3% | -28.8% | -40.2% |
| 1Y | -49.1% | -29.1% | -20.0% | -39.1% |
| 3Y | -14.8% | -7.8% | -7.0% | -16.4% |
| 5Y | -21.0% | +18.7% | -39.7% | -37.1% |
| All | +62.8% | +294.2% | -231.4% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling